+390.4%
UPRO vs ZCMD
-100.0%
+490.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.1% | +9.5% | +2.6% |
| 7D | -2.5% | -5.4% | +2.9% | -2.4% |
| 30D | -4.2% | -24.8% | +20.6% | -3.7% |
| 3M | +8.1% | -62.8% | +70.8% | +6.1% |
| 6M | +35.2% | -99.5% | +134.8% | +46.3% |
| YTD | +28.4% | -99.8% | +128.2% | +41.9% |
| 1Y | +39.3% | -99.9% | +139.2% | +58.1% |
| 3Y | +219.9% | -100.0% | +319.9% | +301.7% |
| 5Y | +142.8% | -100.0% | +242.8% | +206.5% |
| All | +390.4% | -100.0% | +490.4% | +746.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling